[R] matching time series data

Strumila, John John.Strumila at corpmail.telstra.com.au
Thu Mar 9 23:11:57 CET 2000


howdy R gurus,

I was hoping for some input into a data matching problem I have.

I have 2 sets of time-series data from 2 different computers and I need to
'match' them up.  The response variables from computer1 should match
response from computer2 but the problem is that  both computers naturally
have their own clocks. So time t0 on computer1 is actually t0+k on
computer2.

I need to find the constant offset to match both sets of time-series.

How do I approach this?  Maybe some sort of iterative process for the
constant and stop when SSE is minimised?

thanks,
John Strumila
 
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